Problem: Let $0 \le a,$ $b,$ $c,$ $d \le 1.$  Find the possible values of the expression
\[\sqrt{a^2 + (1 - b)^2} + \sqrt{b^2 + (1 - c)^2} + \sqrt{c^2 + (1 - d)^2} + \sqrt{d^2 + (1 - a)^2}.\]
Answer: By QM-AM,
\[\sqrt{\frac{a^2 + (1 - b)^2}{2}} \ge \frac{a + (1 - b)}{2},\]so $\sqrt{a^2 + (1 - b)^2} \ge \frac{1}{\sqrt{2}} (a + (1 - b)).$  Similarly,
\begin{align*}
\sqrt{b^2 + (1 - c)^2} &\ge \frac{1}{\sqrt{2}} (b + (1 - c)), \\
\sqrt{c^2 + (1 - d)^2} &\ge \frac{1}{\sqrt{2}} (c + (1 - d)), \\
\sqrt{d^2 + (1 - a)^2} &\ge \frac{1}{\sqrt{2}} (d + (1 - a)).
\end{align*}Adding these inequalities, we get
\[\sqrt{a^2 + (1 - b)^2} + \sqrt{b^2 + (1 - c)^2} + \sqrt{c^2 + (1 - d)^2} + \sqrt{d^2 + (1 - a)^2} \ge 2 \sqrt{2}.\]Equality occurs when $a = b = c = d = \frac{1}{2}.$

Since $a$ and $1 - b$ are nonnegative,
\[\sqrt{a^2 + (1 - b)^2} \le \sqrt{a^2 + 2a(1 - b) + (1 - b)^2} = \sqrt{(a + (1 - b))^2} = a + 1 - b.\]Similarly,
\begin{align*}
\sqrt{b^2 + (1 - c)^2} &\le b + 1 - c, \\
\sqrt{c^2 + (1 - d)^2} &\le c + 1 - d, \\
\sqrt{d^2 + (1 - a)^2} &\le d + 1 - a.
\end{align*}Adding all these inequalities, we get
\[\sqrt{a^2 + (1 - b)^2} + \sqrt{b^2 + (1 - c)^2} + \sqrt{c^2 + (1 - d)^2} + \sqrt{d^2 + (1 - a)^2} \le 4.\]Equality occurs when $a = b = c = d = 0,$ and $a = b = c = d = 1.$

If we set $a = b = c = d = t,$ then
\[\sqrt{a^2 + (1 - b)^2} + \sqrt{b^2 + (1 - c)^2} + \sqrt{c^2 + (1 - d)^2} + \sqrt{d^2 + (1 - a)^2} = 4 \sqrt{t^2 + (1 - t)^2}.\]In the range $0 \le t \le 1,$ $4 \sqrt{t^2 + (1 - t)^2}$ takes on all the values from $2 \sqrt{2}$ to 4, so the possible values of the expression is the interval $\boxed{[2 \sqrt{2},4]}.$